Conditional Choice Probabilities and the Estimation of Dynamic Models
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generalized method of momentsoptimal stoppingdiscrete choicedynamic stochastic optimizationconditional choice probabilitiesdiscrete time economy
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Generalized linear models (logistic models) (62J12) Applications of mathematical programming (90C90) Dynamic programming (90C39) Stochastic programming (90C15) Optimal stopping in statistics (62L15) Economic growth models (91B62)
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- Identification and estimation of sequential games of incomplete information with multiple equilibria
- Nested pseudo likelihood estimation of continuous-time dynamic discrete games
- Dynamic discrete choice and dynamic treatment effects
- Inference in dynamic discrete choice problems under local misspecification
- Estimation of dynamic discrete models from time aggregated data
- Generalized maximum entropy estimation of dynamic programming models with sample selection bias
- Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models
- Fertility risk in the life cycle
- Estimation of dynamic discrete choice models using artificial neural network approximations
- Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors
- A Simulation Estimator for Dynamic Models of Discrete Choice
- Euler equations for the estimation of dynamic discrete choice structural models
- Divide and conquer: recursive likelihood function integration for hidden Markov models with continuous latent variables
- How McFadden met Rockafellar and learned to do more with less
- Dynamic decisions under subjective expectations: a structural analysis
- Linear IV regression estimators for structural dynamic discrete choice models
- Approximation of conditional densities by smooth mixtures of regressions
- Identifying dynamic discrete choice models off short panels
- Identification and estimation of dynamic structural models with unobserved choices
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- Dynamic discrete choice models with incomplete data: sharp identification
- Modeling college major choices using elicited measures of expectations and counterfactuals
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- An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions
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- Semiparametric estimation of dynamic discrete choice models
- Semiparametric identification and heterogeneity in discrete choice dynamic programming models
- scientific article; zbMATH DE number 7387191 (Why is no real title available?)
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- Inference in Games Without Equilibrium Restriction: An Application to Restaurant Competition in Opening Hours
- Empirical implementation of nonparametric first-price auction models
- Nonparametric identification of behavioral responses to counterfactual policy interventions in dynamic discrete decision processes
- Identification and estimation of continuous-time dynamic discrete choice games
- Testing homogeneity in dynamic discrete games in finite samples
- Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators
- Semiparametric estimation of Markov decision processes with continuous state space
- Efficient estimation of structural models via sieves
- Strategic network formation with many agents
- Exogenous consideration and extended random utility
- Non-parametric identification of stationary dynamic discrete choice models
- ESTIMATION OF DYNAMIC DISCRETE CHOICE MODELS BY MAXIMUM LIKELIHOOD AND THE SIMULATED METHOD OF MOMENTS
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- Estimation and inference in games of incomplete information with unobserved heterogeneity and large state space
- Ordinary least squares estimation of a dynamic game model
- Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty
- SHOPPER: a probabilistic model of consumer choice with substitutes and complements
- The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics
- The use of symmetry for models with variable-size variables
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- Assessing racial and educational segmentation in large marriage markets
- Industrial policy implementation: empirical evidence from China's shipbuilding industry
- Regulation, imperfect competition, and the U.S. abortion market
- Efficient and convergent sequential pseudo-likelihood estimation of dynamic discrete games
- Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
- A fast resample method for parametric and semiparametric models
- Estimation of dynastic life-cycle discrete choice models
- An averaging estimator for two-step m-estimation in semiparametric models
- Estimation of finite sequential games
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